2 results found Sort:

chibui191
bitcoin_volatility_forecasting chibui191
62
204
unknown
8
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
bitcoin finance sklearn trading garch-models stock-market cryptocurrency keras-tensorflow volatility-modeling lstm-neural-networks multivariate-timeseries
Created 2021-07-18
52 commits to main branch, last one 2 years ago
AlbertoAlmuinha
garchmodels AlbertoAlmuinha
9
34
other
2
The Tidymodels Extension for GARCH models
arima garch arfima parsnip tidymodels garch-models
Created 2021-04-05
24 commits to master branch, last one about a year ago